How to project an image from a Cycle's Sun light
Short answer: 

No.

Long answer:


  Their position is not taken into account; they are always located outside of the scene, infinitely far away, and will not result in any distance falloff. 


Which leads me to believe that it would not be possible, as there would be no way to map the texture to a source set up like that. The exact reasons you want to use it makes it an impossibility I am afraid.

Alternative answer:

You can project an image from a plane with a simple Transparent BSDF setup between any light and your subject.




And it also works with volumetrics: